+12.3%
GAP vs ALC
+24.0%
-11.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.8% |
| 7D | -4.5% | -2.1% | -2.4% | -3.3% |
| 30D | +9.0% | -0.1% | +9.1% | +8.9% |
| 3M | +5.0% | +5.9% | -0.9% | +1.1% |
| 6M | -17.8% | -15.9% | -1.9% | -9.8% |
| YTD | -10.4% | -10.1% | -0.3% | -6.1% |
| 1Y | -3.4% | -10.2% | +6.8% | +1.1% |
| 3Y | +111.5% | -13.6% | +125.0% | +116.3% |
| 5Y | +8.8% | -15.1% | +24.0% | +10.2% |
| All | +12.3% | +24.0% | -11.7% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling